state of your choice would mean and cost. And of course - consult a CPA and an attorney if you are not confident enough with your choice.
First of all, it's important to understand that "getting a license" is not the same as "registering a company". Companies such as LLCs or corporations are legal entities, formed by the state, and essentially are separate from their owners. License is a permit allowing a business to conduct certain business activity, while at the same time requiring the business to comply with laws and rules that the license is governed by, and in some cases pay related taxes.
Most U.S. businesses formed by our European clients don't require any licensing whatsoever. However we do offer a license research service to make sure your business either doesn't need any licensing, or needs some specific licensing, in which case we will let you know what it is and how to obtain it.
General Business License
A few states require all businesses formed in that state to obtain general business license (like Nevada, which is one of the reasons we don't recommend this state). This is just another way for the state to cash in on the fact that companies want to or have to be registered there. Also in some states local authorities require businesses domiciled within the borders of the local jurisdiction (e.g. California cities and towns) to obtain local general business license.
Typically this license is obtained at the same time or right after the company is registered, and it is renewed together with company renewal.
Specialty Licenses
Certain activities require specific license. The most common type of licensing we handle on steady basis is tobacco-related licensing. Other examples are alcohol licenses, professional licenses, gambling licenses, firearms licenses, dealerships etc.
Unless your business trades in regulated merchandise, products containing one of the regulated substances, or deals in regulated activity, it will not need any specialty license.
Perhaps, but not right away. Typically, the more successful your business becomes, the better is your chance to obtain legal status in the U.S., even, eventually, obtain permanent resident status ("green card").